Multiple Choice
The U.S. Treasury bill is yielding 1.0% and the market has an expected return of 14.5%. What is the Treynor ratio of a correctly valued portfolio that has a beta of 1.26 and a standard deviation of 11.1%?
A) .054
B) .086
C) .135
D) .193
E) .239
Correct Answer:
Verified
Correct Answer:
Verified
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